Значение слова "CALL RATIO BACKSPREAD" найдено в 2 источниках

CALL RATIO BACKSPREAD

найдено в "Investment dictionary"
Call Ratio Backspread: translation

A very bullish investment strategy that combines options to create a spread with limited loss potential and mixed profit potential. It is generally created by selling one call option and then using the collected premium to purchase a greater number of call options at a higher strike price. This strategy has potentially unlimited upside profit because the trader is holding more long call options than short ones.

An investor using this strategy would sell fewer calls at a low strike price and buy more calls at a high strike price. The most common ratios used in this strategy are one short call combined with two long calls, or two short calls combined with three long calls. If this strategy is established at a credit, the trader stands to make a small gain if the price of the underlying decreases dramatically.


найдено в "Англо-русском экономическом словаре"
фин., бирж. обратный пропорциональный колл-спред (опционный спред, построенный на основе продажи опциона "колл" с низкой ценой исполнения и покупки двух опционов "колл" с более высокой ценой исполнения; характеризуется неограниченным потенциалом прибыли при росте цены обеспечивающего его актива)
Ant:
in-the-money, out-of-the-money, put ratio spread, backspread, put ratio backspread
See:
in-the-money, out-of-the-money, put ratio spread, backspread, put ratio backspread


T: 40